copy files from one location to another

From looking at your code, you never check for the existence of the parent folders. You jump to getting all the child folders first.

if (!Directory.Exists(@"C:\my\dir")) Directory.CreateDirectory(@"C:\my\dir");

Here is how to copy all files in a directory to another directory

This is taken from http://msdn.microsoft.com/en-us/library/cc148994.aspx

string sourcePath = "c:\\sourceLoc\\10";
string targetPath = "c:\\destLoc\\10_new";
string fileName = string.Empty;
string destFile = string.Empty;

// To copy all the files in one directory to another directory. 
// Get the files in the source folder. (To recursively iterate through 
// all subfolders under the current directory, see 
// "How to: Iterate Through a Directory Tree.")
// Note: Check for target path was performed previously 
//       in this code example. 
if (System.IO.Directory.Exists(sourcePath))
{
    string[] files = System.IO.Directory.GetFiles(sourcePath);

    // Copy the files and overwrite destination files if they already exist. 
    foreach (string s in files)
    {
        // Use static Path methods to extract only the file name from the path.
        fileName = System.IO.Path.GetFileName(s);
        destFile = System.IO.Path.Combine(targetPath, fileName);
        System.IO.File.Copy(s, destFile, true);
    }
}
else
{
    Console.WriteLine("Source path does not exist!");
}

Recursive Directory/Sub-directory

public class RecursiveFileSearch
{
    static System.Collections.Specialized.StringCollection log = new System.Collections.Specialized.StringCollection();

    static void Main()
    {
        // Start with drives if you have to search the entire computer.
        string[] drives = System.Environment.GetLogicalDrives();

        foreach (string dr in drives)
        {
            System.IO.DriveInfo di = new System.IO.DriveInfo(dr);

            // Here we skip the drive if it is not ready to be read. This
            // is not necessarily the appropriate action in all scenarios.
            if (!di.IsReady)
            {
                Console.WriteLine("The drive {0} could not be read", di.Name);
                continue;
            }
            System.IO.DirectoryInfo rootDir = di.RootDirectory;
            WalkDirectoryTree(rootDir);
        }

        // Write out all the files that could not be processed.
        Console.WriteLine("Files with restricted access:");
        foreach (string s in log)
        {
            Console.WriteLine(s);
        }
        // Keep the console window open in debug mode.
        Console.WriteLine("Press any key");
        Console.ReadKey();
    }

    static void WalkDirectoryTree(System.IO.DirectoryInfo root)
    {
        System.IO.FileInfo[] files = null;
        System.IO.DirectoryInfo[] subDirs = null;

        // First, process all the files directly under this folder
        try
        {
            files = root.GetFiles("*.*");
        }
        // This is thrown if even one of the files requires permissions greater
        // than the application provides.
        catch (UnauthorizedAccessException e)
        {
            // This code just writes out the message and continues to recurse.
            // You may decide to do something different here. For example, you
            // can try to elevate your privileges and access the file again.
            log.Add(e.Message);
        }

        catch (System.IO.DirectoryNotFoundException e)
        {
            Console.WriteLine(e.Message);
        }

        if (files != null)
        {
            foreach (System.IO.FileInfo fi in files)
            {
                // In this example, we only access the existing FileInfo object. If we
                // want to open, delete or modify the file, then
                // a try-catch block is required here to handle the case
                // where the file has been deleted since the call to TraverseTree().
                Console.WriteLine(fi.FullName);
            }

            // Now find all the subdirectories under this directory.
            subDirs = root.GetDirectories();

            foreach (System.IO.DirectoryInfo dirInfo in subDirs)
            {
                // Resursive call for each subdirectory.
                WalkDirectoryTree(dirInfo);
            }
        }            
    }
}

Before doing File.Copy, check to make sure the folder exists. If it doesn't create it. This function will check if a path exists, if it doesnt, it will create it. If it fails to create it, for what ever reason, it will return false. Otherwise, true.

 Private Function checkDir(ByVal path As String) As Boolean
        Dim dir As New DirectoryInfo(path)
        Dim exist As Boolean = True
        If Not dir.Exists Then
            Try
                dir.Create()
            Catch ex As Exception
                exist = False
            End Try
        End If
        Return exist
    End Function

Remember, all .Net languages compile down to the CLR (common language runtime) so it does not matter if this is in VB.Net or C#. A good way to convert between the two is: http://converter.telerik.com/